US repo rates jumped last week: an expected outcome with drivers that suggest future directions

March 19, 2018

Federal Reserve, GCF, Repo, Reverse Repo Facility, tapering, US Treasuries

US repo rates for government and other collateral jumped on Thursday with GCF(R) averages of 1.636% for repo backed by US Treasuries, up from 1.45% just two weeks prior. This…

Fed Chair Janet Yellen on unconventional interest rate policy management tools

October 24, 2017

Josh Galper

Federal Reserve, Interest rates, US

Federal Reserve, interest rates, Quantitative Easing, tapering, topstory, Yellen

No Comments

Fed Chair Janet Yellen showed some interesting thinking last week about the use of Quantitative Easing, Reverse Repo Facilities and other non-traditional interest rate policy management tools. We should expect…

Telegraph: Eurozone QE tapering on track for early 2018

October 10, 2017

Anna Reitman

News and Notes

ECB, QE, tapering

No Comments

The European Central Bank (ECB) still plans to gradually cut back on its bond-buying program from the start of 2018, minutes from meetings confirmed. Sluggish wage growth and a strong euro…

Our slides from the Oct 3 London event, “Market Competition, Europe and US regulations” (Premium)

October 4, 2017

Josh Galper

Bank of England, Bank of Japan, Basel III, Europe, Liquidity Management, Regulatory, Repo, Risk Management, Securities Lending, US

Europe, Finadium, London, Regulation, tapering, topstory, US

No Comments

Thanks to our clients who attended our event in London this week on market regulations and their impact on competition between the US and Europe. Our slides are available for…

What happens when tapering decreases the amount of availability on the Reverse Repo Facility? (Premium)

October 2, 2017

Josh Galper

Federal Reserve, Repo

DTCC, Federal Reserve, Reverse Repo Facility, tapering, topstory, US

No Comments

The Fed provided an update to their operating policy on the Reverse Repo Facility (RRP) last week. While nothing substantive will change in the coming months, the concurrent announcement of…

Fed announces beginning of tapering, balance sheet normalization

September 20, 2017

Josh Galper

News and Notes

Federal Reserve, normalization, tapering

No Comments

The Federal Reserve has made the following decisions to implement the monetary policy stance announced by the Federal Open Market Committee in its statement on September 20, 2017: The Board of Governors…

Finadium: Central Bank Tapering: Impacts for Liquidity and Collateral Markets

September 12, 2017

Josh Galper

Bank of England, Bank of Japan, Collateral Management, ECB, Federal Reserve, Investments, Liquidity Management

Bank of England, Bank of Japan, Central Banks, European Central Bank, Federal Reserve, Finadium, tapering, topstory

No Comments

Central bank tapering season is on the horizon: this means opportunities for price volatility, spread movements between products, and exchange rate fluctuations. It also means a potentially new set of…

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US repo rates jumped last week: an expected outcome with drivers that suggest future directions

Fed Chair Janet Yellen on unconventional interest rate policy management tools

Telegraph: Eurozone QE tapering on track for early 2018

Our slides from the Oct 3 London event, “Market Competition, Europe and US regulations” (Premium)

What happens when tapering decreases the amount of availability on the Reverse Repo Facility? (Premium)

Fed announces beginning of tapering, balance sheet normalization

Finadium: Central Bank Tapering: Impacts for Liquidity and Collateral Markets

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